+578.5%
TLN vs RY
+160.3%
+418.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | +11.0% | +0.6% | +10.5% | +10.7% |
| 30D | +4.9% | +5.0% | -0.1% | +1.2% |
| 3M | +4.9% | -5.3% | +10.2% | +8.6% |
| 6M | +7.1% | +13.8% | -6.7% | -1.8% |
| YTD | +0.3% | +21.0% | -20.6% | -11.3% |
| 1Y | +5.9% | +40.5% | -34.6% | -13.7% |
| 3Y | +578.5% | +159.7% | +418.8% | +335.3% |
| All | +578.5% | +160.3% | +418.2% | +335.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling